Combining RSI, Profit Growth, and Market Capitalization for A-Share Screening

Summary

This A-share screening idea combines a technical condition with company growth and size filters. It selects stocks with RSI below 65, parent-company net profit growth above 20% and up to 100%, and floating market capitalization between 5 billion and 10 billion yuan. The stated aim is to find companies with both technical and fundamental appeal, while limiting the universe to firms of a certain scale.

The document gives illustrative screening logic and example implementations, but it provides no backtest, performance data, or evidence that the filters predict returns. Its own risk discussion notes that the screen omits other market and company fundamentals, may include firms with weak longer-term value or quarterly losses, and excludes smaller companies that could be growing quickly. It suggests widening the market-cap range and adding valuation and technical measures. The examples also depend on data definitions and timing, so results may differ across implementations.

Key ideas

• The screen requires RSI below 65 and parent-company net profit growth above 20% and no more than 100%.
• It limits candidates to a floating market capitalization between 5 billion and 10 billion yuan.
• The method combines a technical indicator with a fundamental growth filter and a size constraint.
• It offers no performance evidence and may miss relevant fundamentals or smaller growth companies.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.